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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial economics"
~type_genre:"Article in journal"
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Kapitaleinkommen
Estimation
248
Schätzung
248
Capital income
127
Theorie
84
Theory
84
CAPM
75
Risikoprämie
74
Risk premium
74
Börsenkurs
58
Forecasting model
58
Prognoseverfahren
58
Share price
58
USA
47
United States
47
Portfolio selection
43
Portfolio-Management
43
Volatility
37
Volatilität
37
Yield curve
30
Zinsstruktur
30
Risk
29
Risiko
27
Aktienmarkt
26
Stock market
26
Return predictability
24
Capital market returns
23
Kapitalmarktrendite
23
Anlageverhalten
21
Behavioural finance
21
Welt
20
World
20
Investment Fund
14
Investmentfonds
14
Option pricing theory
12
Optionspreistheorie
12
Securities trading
12
Time series analysis
12
Wertpapierhandel
12
Zeitreihenanalyse
12
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Undetermined
80
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Article
127
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Article in journal
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127
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English
127
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Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Baltussen, Guido
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schneider, Paul
2
Stambaugh, Robert F.
2
Valkanov, Rossen I.
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Acharya, Viral V.
1
Albuquerque, Rui
1
Amaya, Diego
1
Amihud, Yakov
1
Andersen, Torben
1
Ang, Andrew
1
Aragon, George O.
1
Avdis, Efstathios
1
Backus, David
1
Bai, Jennie
1
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Journal of financial economics
Finance research letters
148
Journal of banking & finance
139
International review of financial analysis
130
International review of economics & finance : IREF
119
Journal of empirical finance
118
Applied economics
100
The North American journal of economics and finance : a journal of financial economics studies
89
Applied financial economics
87
Applied economics letters
84
Economic modelling
81
Journal of international financial markets, institutions & money
78
Research in international business and finance
67
Pacific-Basin finance journal
66
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of finance & economics : IJFE
41
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Journal of financial markets
38
Cogent economics & finance
37
Energy economics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
32
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
31
Journal of forecasting
31
International journal of economics and financial issues : IJEFI
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The journal of finance : the journal of the American Finance Association
29
Quantitative finance
24
Review of finance : journal of the European Finance Association
24
The journal of asset management
24
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ECONIS (ZBW)
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
9
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
10
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
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